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@jalmonter/tardis-dev

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Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js

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"use strict"; Object.defineProperty(exports, "__esModule", { value: true }); exports.EXCHANGE_CHANNELS_INFO = exports.EXCHANGES = void 0; exports.EXCHANGES = [ 'bitmex', 'deribit', 'binance-futures', 'binance-delivery', 'binance-options', 'binance-european-options', 'binance', 'ftx', 'okex-futures', 'okex-options', 'okex-swap', 'okex', 'huobi-dm', 'huobi-dm-swap', 'huobi-dm-linear-swap', 'huobi', 'bitfinex-derivatives', 'bitfinex', 'coinbase', 'cryptofacilities', 'kraken', 'bitstamp', 'gemini', 'poloniex', 'bybit', 'bybit-spot', 'bybit-options', 'phemex', 'delta', 'ftx-us', 'binance-us', 'gate-io-futures', 'gate-io', 'okcoin', 'bitflyer', 'hitbtc', 'coinflex', 'binance-jersey', 'binance-dex', 'upbit', 'ascendex', 'dydx', 'serum', 'mango', 'huobi-dm-options', 'star-atlas', 'crypto-com', 'crypto-com-derivatives', 'kucoin', 'bitnomial', 'woo-x', 'blockchain-com' ]; const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest']; const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', 'ticker']; const BITFINEX_CHANNELS = ['trades', 'book', 'raw_book', 'ticker']; const BITMEX_CHANNELS = [ 'trade', 'orderBookL2', 'liquidation', 'connected', 'announcement', 'chat', 'publicNotifications', 'instrument', 'settlement', 'funding', 'insurance', 'orderBookL2_25', 'orderBook10', 'quote', 'quoteBin1m', 'quoteBin5m', 'quoteBin1h', 'quoteBin1d', 'tradeBin1m', 'tradeBin5m', 'tradeBin1h', 'tradeBin1d' ]; const BITSTAMP_CHANNELS = ['live_trades', 'live_orders', 'diff_order_book']; const COINBASE_CHANNELS = [ 'match', 'subscriptions', 'received', 'open', 'done', 'change', 'l2update', 'ticker', 'snapshot', 'last_match', 'full_snapshot' ]; const DERIBIT_CHANNELS = [ 'book', 'deribit_price_index', 'deribit_price_ranking', 'deribit_volatility_index', 'estimated_expiration_price', 'markprice.options', 'perpetual', 'trades', 'ticker', 'quote', 'platform_state' ]; const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread']; const OKEX_CHANNELS = [ 'spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status', 'margin/interest_rate', // v5 'trades', 'trades-all', 'books-l2-tbt', 'bbo-tbt', 'books', 'tickers', 'interest-rate-loan-quota', 'vip-interest-rate-loan-quota', 'status', 'instruments', 'taker-volume', 'public-struc-block-trades' ]; const OKCOIN_CHANNELS = [ 'spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status', 'trades', 'books', 'bbo-tbt', 'tickers' ]; const OKEX_FUTURES_CHANNELS = [ 'futures/trade', 'futures/depth', 'futures/depth_l2_tbt', 'futures/ticker', 'futures/mark_price', 'futures/liquidation', 'index/ticker', 'system/status', 'information/sentiment', 'information/long_short_ratio', 'information/margin', // v5 'trades', 'trades-all', 'books-l2-tbt', 'bbo-tbt', 'books', 'tickers', 'open-interest', 'mark-price', 'price-limit', 'status', 'instruments', 'index-tickers', 'long-short-account-ratio', 'taker-volume', 'liquidations', 'public-struc-block-trades', 'liquidation-orders' ]; const OKEX_SWAP_CHANNELS = [ 'swap/trade', 'swap/depth', 'swap/depth_l2_tbt', 'swap/ticker', 'swap/funding_rate', 'swap/mark_price', 'swap/liquidation', 'index/ticker', 'system/status', 'information/sentiment', 'information/long_short_ratio', 'information/margin', //v5 'trades', 'trades-all', 'books-l2-tbt', 'bbo-tbt', 'books', 'tickers', 'open-interest', 'mark-price', 'price-limit', 'funding-rate', 'status', 'instruments', 'index-tickers', 'long-short-account-ratio', 'taker-volume', 'liquidations', 'public-struc-block-trades', 'liquidation-orders' ]; const OKEX_OPTIONS_CHANNELS = [ 'option/trade', 'option/depth', 'option/depth_l2_tbt', 'option/ticker', 'option/summary', 'option/instruments', 'index/ticker', 'system/status', 'option/trades', //v5 'trades', 'trades-all', 'books-l2-tbt', 'bbo-tbt', 'books', 'tickers', 'opt-summary', 'status', 'instruments', 'index-tickers', 'open-interest', 'mark-price', 'price-limit', 'public-struc-block-trades', 'option-trades' ]; const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker']; const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat']; const FTX_CHANNELS = [ 'orderbook', 'trades', 'instrument', 'markets', 'orderbookGrouped', 'lendingRate', 'borrowRate', 'borrowSummary', 'ticker', 'leveragedTokenInfo' ]; const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result']; const BITFLYER_CHANNELS = ['lightning_executions', 'lightning_board_snapshot', 'lightning_board', 'lightning_ticker']; const BINANCE_FUTURES_CHANNELS = [ 'trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker', 'forceOrder', 'openInterest', 'recentTrades', 'compositeIndex', 'topLongShortAccountRatio', 'topLongShortPositionRatio', 'globalLongShortAccountRatio', 'takerlongshortRatio' ]; const BINANCE_DELIVERY_CHANNELS = [ 'trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'indexPrice', 'depthSnapshot', 'bookTicker', 'forceOrder', 'openInterest', 'recentTrades', 'topLongShortAccountRatio', 'topLongShortPositionRatio', 'globalLongShortAccountRatio', 'takerBuySellVol' ]; const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations', 'ticker']; const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp']; const HUOBI_DM_CHANNELS = [ 'depth', 'detail', 'trade', 'bbo', 'basis', 'liquidation_orders', 'contract_info', 'open_interest', 'elite_account_ratio', 'elite_position_ratio' ]; const HUOBI_DM_SWAP_CHANNELS = [ 'depth', 'detail', 'trade', 'bbo', 'basis', 'funding_rate', 'liquidation_orders', 'contract_info', 'open_interest', 'elite_account_ratio', 'elite_position_ratio' ]; const HUOBI_DM_LINEAR_SWAP_CHANNELS = [ 'depth', 'detail', 'trade', 'bbo', 'basis', 'funding_rate', 'liquidation_orders', 'contract_info', 'open_interest', 'elite_account_ratio', 'elite_position_ratio' ]; const BINANCE_OPTIONS_CHANNELS = ['TRADE', 'TICKER', 'DEPTH100', 'INDEX']; const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'market24h', 'spot_market24h', 'perp_market24h_pack_p']; const BYBIT_CHANNELS = [ 'trade', 'instrument_info', 'orderBookL2_25', 'insurance', 'orderBook_200', 'liquidation', 'trade', 'instrument_info', 'orderBookL2_25', 'insurance', 'orderBook_200', 'liquidation', 'long_short_ratio', 'orderbook.1', 'orderbook.50', 'orderbook.500', 'publicTrade', 'tickers', 'liquidation' ]; const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers']; const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrderbook', 'updateOrderbook']; const FTX_US_CHANNELS = ['orderbook', 'trades', 'markets', 'orderbookGrouped', 'ticker']; const DELTA_CHANNELS = [ 'l2_orderbook', 'recent_trade', 'recent_trade_snapshot', 'mark_price', 'spot_price', 'funding_rate', 'product_updates', 'announcements', 'all_trades', 'v2/ticker', 'l1_orderbook', 'l2_updates', 'spot_30mtwap_price' ]; const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update']; const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker']; const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv2']; const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker']; const ASCENDEX_CHANNELS = ['trades', 'depth-realtime', 'depth-snapshot-realtime', 'bbo', 'futures-pricing-data']; const DYDX_CHANNELS = ['v3_trades', 'v3_orderbook', 'v3_markets']; const SERUM_CHANNELS = [ 'recent_trades', 'trade', 'quote', 'l2snapshot', 'l2update', 'l3snapshot', 'open', 'fill', 'change', 'done' ]; const MANGO_CHANNELS = [ 'recent_trades', 'trade', 'quote', 'l2snapshot', 'l2update', 'l3snapshot', 'open', 'fill', 'change', 'done' ]; const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index']; const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt']; const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']; const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']; const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot']; const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status']; const WOOX_CHANNELS = [ 'trade', 'orderbook', 'orderbookupdate', 'ticker', 'bbo', 'indexprice', 'markprice', 'openinterest', 'estfundingrate' ]; const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker']; const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPrice', 'ticker', 'openInterest']; exports.EXCHANGE_CHANNELS_INFO = { bitmex: BITMEX_CHANNELS, coinbase: COINBASE_CHANNELS, deribit: DERIBIT_CHANNELS, cryptofacilities: CRYPTOFACILITIES_CHANNELS, bitstamp: BITSTAMP_CHANNELS, kraken: KRAKEN_CHANNELS, okex: OKEX_CHANNELS, 'okex-swap': OKEX_SWAP_CHANNELS, 'okex-futures': OKEX_FUTURES_CHANNELS, 'okex-options': OKEX_OPTIONS_CHANNELS, binance: BINANCE_CHANNELS, 'binance-jersey': BINANCE_CHANNELS, 'binance-dex': BINANCE_DEX_CHANNELS, 'binance-us': BINANCE_CHANNELS, bitfinex: BITFINEX_CHANNELS, ftx: FTX_CHANNELS, 'ftx-us': FTX_US_CHANNELS, gemini: GEMINI_CHANNELS, bitflyer: BITFLYER_CHANNELS, 'binance-futures': BINANCE_FUTURES_CHANNELS, 'binance-delivery': BINANCE_DELIVERY_CHANNELS, 'bitfinex-derivatives': BITFINEX_DERIV_CHANNELS, huobi: HUOBI_CHANNELS, 'huobi-dm': HUOBI_DM_CHANNELS, 'huobi-dm-swap': HUOBI_DM_SWAP_CHANNELS, 'huobi-dm-linear-swap': HUOBI_DM_LINEAR_SWAP_CHANNELS, bybit: BYBIT_CHANNELS, 'bybit-spot': BYBIT_SPOT_CHANNELS, 'bybit-options': BYBIT_OPTIONS_CHANNELS, okcoin: OKCOIN_CHANNELS, hitbtc: HITBTC_CHANNELS, coinflex: COINFLEX_CHANNELS, phemex: PHEMEX_CHANNELS, delta: DELTA_CHANNELS, 'gate-io': GATE_IO_CHANNELS, 'gate-io-futures': GATE_IO_FUTURES_CHANNELS, poloniex: POLONIEX_CHANNELS, 'binance-options': BINANCE_OPTIONS_CHANNELS, upbit: UPBIT_CHANNELS, ascendex: ASCENDEX_CHANNELS, dydx: DYDX_CHANNELS, serum: SERUM_CHANNELS, 'star-atlas': SERUM_CHANNELS, 'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS, mango: MANGO_CHANNELS, 'crypto-com': CRYPTO_COM_CHANNELS, 'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES, kucoin: KUCOIN_CHANNELS, bitnomial: BITNOMIAL_CHANNELS, 'woo-x': WOOX_CHANNELS, 'blockchain-com': BLOCKCHAIN_COM_CHANNELS, 'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS }; 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